V-Lab: Rogers Communications Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Rogers Communications Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:16.17% (-0.66%)

Analysis last updated: Friday, May 3, 2024 at 01:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7070	8.26
$α$	0.1064	8.19
$β$	0.7818	32.82
$γ_{1}$	0.0770	2.25
$γ_{2}$	0.0167	0.30
$γ_{3}$	-0.2097	-4.21
$γ_{4}$	0.1057	2.16
$γ_{5}$	0.1017	2.35
$γ_{6}$	-0.1973	-4.44
$γ_{7}$	0.1769	3.59
$γ_{8}$	-0.0938	-1.78
$γ_{9}$	0.0774	1.37
$γ_{10}$	-0.1782	-2.59

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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